Eratex Djaja Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:179.30% (-5.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9370 | 4.20 | |
| 0.1502 | 6.27 | |
| 0.7883 | 23.53 | |
| -0.0169 | -0.12 | |
| 0.1258 | 0.58 | |
| -0.2636 | -2.05 | |
| 0.2887 | 2.95 | |
| -0.2648 | -2.04 | |
| 0.2454 | 1.71 | |
| -0.2306 | -1.74 | |
| 0.1512 | 1.35 | |
| 0.2255 | 1.07 |
Estimation Period:
Aug 22, 1990 to Feb 6, 2026
Aug 22, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Eratex Djaja Analyses
Other Spline-GARCH Analyses on International Equities